Factored sparse approximate inverse of block tridiagonal and block pentadiagonal matrices (Q879472)
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English | Factored sparse approximate inverse of block tridiagonal and block pentadiagonal matrices |
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Factored sparse approximate inverse of block tridiagonal and block pentadiagonal matrices (English)
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14 May 2007
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The authors develop recurrence formulas by using bordering technique for computing a factored sparse approximate inverse for block tridiagonal and block pentadiagonal matrices \(A\). If \(A\) is a symmetric, positive definite matrix or an \(M\)-matrix, then it is guaranteed that the approximate triangular factorization of \(A^{-1}\) exists. The application of the presented algorithms for preconditioning Lyapunov matrix equations is discussed. Furthermore, the methods are used to construct preconditioners for the biharmonic equation discretized by a standard central difference formula. The numerical results show the effectiveness of the new methods. The presented algorithms are well suited for parallel computers.
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preconditioning
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Krylov subspace methods
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factored approximate inverses
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block algorithms
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block tridiagonal matrices
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block pentadiagonal matrices
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Lyapunov matrix equations
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five-point finite difference discretization
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nine-point finite difference discretization
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biharmonic equation
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parallel computation
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numerical results
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